If you have more than one Spider-Man nearby, your device may try to connect to wrong Spider-Man. If you have previously connected to a Spider-Man, that Spider-Man will have priority on the connection and your device should try to connect to that specific Spider-Man first.

To force your device to connect to a different Spider-Man please try the following steps; when initializing the app it shows the Spidey outline, it is now looking for the closest Spider-Man (hold your phone next to the one you want to pair with). 

You can also click Settings (within the app) -> Support -> "Disconnect" to disconnect from the current toy and connect to a different Spider-Man.